-25.2%
SWKS vs HST
+68.9%
-94.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.3% | +3.3% |
| 7D | +12.5% | -1.0% | +13.5% | +13.3% |
| 30D | +10.5% | -12.3% | +22.8% | +20.4% |
| 3M | -7.4% | -6.4% | -1.0% | -3.6% |
| 6M | +32.7% | +15.0% | +17.7% | +19.0% |
| YTD | +19.2% | +30.5% | -11.3% | -2.8% |
| 1Y | +2.4% | +35.7% | -33.3% | -19.6% |
| All | -25.2% | +68.9% | -94.2% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded HST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling